+71.2%
UBER vs DRI
+137.0%
-65.8%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.5% | +2.3% | +2.9% |
| 7D | +6.7% | +3.1% | +3.6% | +4.9% |
| 30D | -0.5% | +16.2% | -16.7% | -8.7% |
| 3M | -5.1% | +8.4% | -13.5% | -9.9% |
| 6M | -5.7% | +19.0% | -24.7% | -15.6% |
| YTD | -12.9% | +28.8% | -41.7% | -26.6% |
| 1Y | -22.6% | +33.1% | -55.8% | -36.4% |
| 3Y | +42.2% | +70.8% | -28.6% | -4.6% |
| 5Y | +56.4% | +74.2% | -17.9% | +3.5% |
| All | +71.2% | +137.0% | -65.8% | -25.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded DRI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling